Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-24 0.487104 0.545143 0.610881 0.691622 0.789200 0.904756 1.054178
2025-08-31 0.435311 0.511801 0.605315 0.730662 0.898566 1.122537 1.456902
2025-09-07 0.384363 0.467062 0.573597 0.725640 0.945806 1.269128 1.816647
2025-09-14 0.344368 0.428866 0.542112 0.711869 0.973830 1.391721 2.186962
2025-09-21 0.316143 0.401918 0.520814 0.706869 1.011031 1.535960 2.661078
2025-09-28 0.290499 0.375259 0.495887 0.691268 1.026273 1.645012 3.124985
2025-10-05 0.283633 0.374049 0.507249 0.733210 1.147155 1.991081 4.392253
2025-10-12 0.283527 0.382307 0.533411 0.803392 1.337744 2.569778 7.044020
2025-10-19 0.266534 0.363365 0.514300 0.791238 1.362277 2.772755 8.744176
2025-10-26 0.254126 0.350391 0.503404 0.792130 1.414425 3.075539 11.588253
2025-11-02 0.238339 0.330906 0.479818 0.765758 1.399667 3.180785 13.668494
2025-11-09 0.220750 0.307482 0.447800 0.719478 1.329973 3.089001 14.225100
2025-11-16 0.208615 0.292850 0.430995 0.703900 1.337912 3.284376 18.299281
2025-11-23 0.206310 0.293963 0.441542 0.744834 1.498494 4.148809 38.467073
2025-11-30 0.197499 0.283680 0.430864 0.740031 1.538354 4.586946 64.089947
2025-12-07 0.188247 0.272060 0.416785 0.726010 1.549218 4.915411 106.047116
2025-12-14 0.180964 0.263330 0.407314 0.720928 1.585624 5.424017 238.823808
2025-12-21 0.172922 0.252838 0.393751 0.704896 1.584820 5.740024 564.006867
2025-12-28 0.172481 0.255428 0.405106 0.748098 1.789221 7.705871 NaN
2026-01-04 0.174792 0.262973 0.426774 0.820452 2.134965 12.070727 NaN
2026-01-11 0.168305 0.254329 0.415428 0.807918 2.155956 13.350841 NaN
2026-01-18 0.163543 0.248570 0.409522 0.808840 2.233976 15.803527 NaN
2026-01-25 0.156523 0.238344 0.393766 0.781648 2.183608 16.182714 NaN